r/cTrader_Club

This is the most common story in algo trading and it happened to me anyway. The backtest covered 2019 to 2022. The strategy was a mean reversion setup on a major pair, 400 trades in sample, equity curve looked smooth. Live trading started in late 2023 and the edge was simply not there. Spread behavior in live execution was different from the historical data. Slippage on limit entries was not modeled accurately. The market micro-structure the strategy depended on had shifted.

Three things I changed after this:- Added a minimum out-of-sample forward test period of 90 days before any live capital- Modeled worst-case spread at 1.5x average rather than average spread- Reduced position size on live launch to 25% of backtest sizing until 50 live trades completedThe strategy is marginally profitable now. Not what the backtest suggested but not a loss either.

Help me im new and i dont know how and when to find trades before downdrop

Which of these metrics have you found to be most effective or reliable in your own analysis or strategy: book-to-market ratio, historical revenue growth, RSI, MACD, price-to-earnings ratio, or free cash flow, and how do you typically prioritize or combine them when making decisions?

Every trade plan says 1:3. Every closed trade is closer to 1:1.2 because I exit early. I have all the right rules and none of the right behavior.I've been going back through six months of trades and the pattern is consistent - I exit winners about 60-70% of the way to target, usually because price pauses and I convince myself it's reversing. Meanwhile the losses almost always hit full stop.Has anyone actually fixed this? I've tried target orders, I've tried not watching the screen. The target orders help more than anything but I still cancel them sometimes. Looking for anything that made a real difference here.